Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47691.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46296.72 Kr¶

PnL: ---------------------------------------> -591.85 Kr¶

DD now: ---------------------------------> -1.929 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:33:01.186962'

Anic Portfolio¶

Today¶

Return: 0.798 %¶

This Week¶

Return: 0.333 %¶

Total¶

Return: 56.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.710000 3198.000000 227.000000 7.640000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
Corem Property Group B 59 0.970000 617.140000 40.140000 6.960000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.590000 384.200000 29.200000 8.230000 355.000000
Resurs Holding 22 4.390000 601.700000 27.700000 4.830000 573.999998
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.940000 504.800000 13.800000 2.810000 491.000000
HMS Networks 2 0.000000 686.400000 13.400000 1.990000 673.000000
Intrum 4 0.340000 538.000000 11.000000 2.090000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Boozt 12 2.220000 1660.800000 6.800000 0.410000 1653.999996
Swedbank A 3 0.640000 566.550000 2.550000 0.450000 564.000000
Essity B 2 0.770000 575.600000 1.600000 0.280000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Securitas B 6 -0.040000 563.520000 -6.480000 -1.140000 570.000000
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.750000 521.300000 -12.700000 -2.380000 533.999999
Nordea Bank Abp 29 0.580000 3440.560000 -13.440000 -0.390000 3453.999992
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 -0.360000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 2.020000 1455.300000 -208.700000 -12.540000 1663.999992
Fasadgruppen Group 35 1.640000 3468.500000 -342.500000 -8.990000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46296.720000 -591.850000 -1.92937% 46888.564618

Updated:¶

'2023-01-20 13:33:13.908057'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶